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Zero-diagonality as a linear structure
Magnus, Jan R.; Sentana, Enrique - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510901
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Risk and return in the Spanish stock market : some evidence from individual assets
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000955509
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Constrained EMM and indirect inference estimation
Calzolari, Giorgio; Fiorentini, Gabriele; Sentana, Enrique - 2000
Persistent link: https://www.econbiz.de/10001486774
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MCMC algorithms for two recent Bayesian limited information estimators
Gao, Chuanming; Lahiri, Kajal - In: Economics letters 66 (2000) 2, pp. 121-126
Persistent link: https://www.econbiz.de/10001439687
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Quadratic ARCH models
Sentana, Enrique - 1995
Persistent link: https://www.econbiz.de/10000924230
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Testing for GARCH effects : a one-sided approach
Dēmos, Antōnēs A.; Sentana, Enrique - 1996
Persistent link: https://www.econbiz.de/10000948472
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The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique - 1997
Persistent link: https://www.econbiz.de/10000994721
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Identification, estimation and testing of conditionally heteroskedastic factor models
Sentana, Enrique; Fiorentini, Gabriele - 1997
Persistent link: https://www.econbiz.de/10000970451
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Testing for cointegration : power versus frequency of observation ; another view
Lahiri, Kajal - In: Economics letters 49 (1995) 2, pp. 121-124
Persistent link: https://www.econbiz.de/10001188280
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A computational algorithm for multiple equation models with panel data
Kinal, Terrence W. - In: Economics letters 34 (1990) 2, pp. 143-146
Persistent link: https://www.econbiz.de/10001096988